Long time behavior for stochastic Burgers equations with jump noises

被引：1
|
作者：
Wang, Guanying [1 ]
Wang, Xingchun [2 ]
Zhou, Ke [3 ]
机构：
[1] Tianjin Univ, Coll Management & Econ, Tianjin 300072, Peoples R China
[2] Univ Int Business & Econ, Sch Int Trade & Econ, Beijing 100029, Peoples R China
[3] Univ Int Business & Econ, Sch Stat, Beijing 100029, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 141卷
关键词：
Stochastic Burgers equations; Poisson random measures; Exponential stability; Second moment stability; LINEARIZED KURAMOTO-SIVASHINSKY; TURBULENCE; DRIVEN;
D O I：
10.1016/j.spl.2018.05.023
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider stochastic Burgers equations driven by compensated Poisson random measures. Under some appropriate conditions, we investigate the exponential stability on the solutions of the equations. Examples are presented to illustrate the applications of the results. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：41 / 49
页数：9
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